STRATEGY VWAP MOMENTUM

20251027 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 3

Periodo: 2025-10-27 15:01:00 - 2025-10-27 23:59:00

Exposure Days: 1

Trades per Day: 3.00

Avg Duration: 78.00 min

Median Duration: 24.00 min

PERFORMANCE

Total Profit: $-415.00

Avg Profit: $-138.33

Median Profit: $-440.00

Std Profit: $588.65

Profit Factor: 0.57

WIN/LOSS

Win Rate: 0.0%

Winners / Losers: 0 / 2 (Ratio: N/A)

Gross Profit: $540.00

Gross Loss: $-955.00

Avg Winner: $0.00

Avg Loser: $-477.50

Avg Winner / Avg Loser: (Ratio: 1:0.00)

Largest Winner: $540.00

Largest Loser: $-515.00

RISK METRICS

Max Drawdown: $-440.00

Sharpe Ratio: -0.24

Sortino Ratio: -2.61

Ulcer Index: 49.33

EXIT REASONS

TARGET exits: 0 (0.0%)

STOP exits: 0 (0.0%)

EOD exits: 1 (33.3%)

LONG ENTRIES (BUY)

Total LONG: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-415.00

Avg P&L: $-138.33

SHORT ENTRIES (SELL)

Total SHORT: 0

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $0.00

Avg P&L: $0.00

CUMULATIVE P&L